Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.283032 0.308006 0.335182 0.367133 0.403902 0.445179 0.495430
2025-12-07 0.249587 0.281333 0.317821 0.363397 0.419582 0.487661 0.578142
2025-12-14 0.225958 0.261199 0.303349 0.358460 0.430164 0.522660 0.655266
2025-12-21 0.206913 0.243804 0.289300 0.350970 0.434811 0.548826 0.723591
2025-12-28 0.197211 0.236625 0.286681 0.356976 0.456865 0.600386 0.836992
2026-01-04 0.190543 0.232437 0.287102 0.366471 0.484188 0.662895 0.980868
2026-01-11 0.180454 0.222809 0.279188 0.363123 0.491776 0.695794 1.082456
2026-01-18 0.174321 0.217926 0.277182 0.367756 0.511579 0.750912 1.238695
2026-01-25 0.163671 0.206133 0.264554 0.355293 0.502564 0.755222 1.295348
2026-02-01 0.153862 0.194957 0.252075 0.341977 0.490592 0.752286 1.335668
2026-02-08 0.147899 0.188849 0.246512 0.338839 0.495165 0.780136 1.452961
2026-02-15 0.145681 0.187897 0.248367 0.347420 0.520661 0.852004 1.702098
2026-02-22 0.141273 0.183678 0.245255 0.348003 0.532586 0.900305 1.916114
2026-03-01 0.136472 0.178636 0.240578 0.345584 0.538662 0.937487 2.117444
2026-03-08 0.131631 0.173304 0.235140 0.341423 0.540912 0.966665 2.310124
2026-03-15 0.126544 0.167380 0.228462 0.334629 0.537270 0.981656 2.463949
2026-03-22 0.124579 0.166056 0.228932 0.340287 0.559011 1.061938 2.918806
2026-03-29 0.123399 0.165847 0.231133 0.349148 0.588460 1.169419 3.598875
2026-04-05 0.119858 0.161845 0.226955 0.346047 0.592078 1.209096 4.002466
2026-04-12 0.117986 0.160350 0.226799 0.350360 0.612441 1.301468 4.826699
2026-04-19 0.113206 0.154125 0.218507 0.338769 0.595728 1.280358 4.912510
2026-04-26 0.108508 0.147901 0.210008 0.326368 0.576196 1.247774 4.899522
2026-05-03 0.105800 0.144743 0.206543 0.323443 0.578381 1.283841 5.451338